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Multivariate skew-normal distributions with applications in insurance.
被引:3
|
作者
:
Raluca, V
论文数:
0
引用数:
0
h-index:
0
Raluca, V
机构
:
来源
:
INSURANCE MATHEMATICS & ECONOMICS
|
2005年
/ 37卷
/ 02期
关键词
:
risk measure;
skew-normal distribution;
Wang's allocation formula;
tail conditional expectation;
D O I
:
暂无
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:376 / 376
页数:1
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